On estimation of limiting variance of partial sums of functions of associated random variables
From MaRDI portal
Publication:1680931
DOI10.1016/j.jspi.2017.08.002zbMath1377.62176OpenAlexW2743839231MaRDI QIDQ1680931
Publication date: 17 November 2017
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2017.08.002
U-statisticsassociated random variablessubsamplingcircular block bootstrapstationary associated random variables
Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Nonparametric statistical resampling methods (62G09)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
- On asymptotic behavior of \(U\)-statistics for associated random variables
- Corrigendum to ``Central limit theorem for U-statistics of associated random variables
- An invariance principle for certain dependent sequences
- On the sample variance of linear statistics derived from mixing sequences
- Resampling methods for dependent data
- Limit theorems for sums of nonmonotonic functions of associated random variables
- Central limit theorem for U-statistics of associated random variables
- Mann-Whitney test for associated sequences
- Estimation of variance of partial sums of an associated sequence of random variables
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
- Asymptotics for Associated Random Variables
- Association of Random Variables, with Applications
- Asymptotic normality for \(U\)-statistics of associated random variables
This page was built for publication: On estimation of limiting variance of partial sums of functions of associated random variables